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Auto-Regressive

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Auto-Regressive (AR) Process
A stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an AR(p) process. When the current value is related to the previous two values, it is an AR(2) process. An AR(1) process has an infinite memory.
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The relation between input and output are described by the following difference equation which represents the auto-regressive moving average ARMA (pole-zero) model: [x.
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The persistence measure is, again, the sum of auto-regressive coefficients.
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